+102.3%
BDX vs TMF
-81.8%
+184.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.5% |
| 7D | +1.0% | -8.2% | +9.2% | +0.9% |
| 30D | +15.1% | +5.3% | +9.8% | +15.2% |
| 3M | +18.2% | -8.5% | +26.7% | +18.0% |
| 6M | +48.1% | -17.2% | +65.3% | +47.7% |
| YTD | +44.1% | -23.4% | +67.5% | +43.5% |
| 1Y | +46.4% | -30.2% | +76.6% | +45.4% |
| 3Y | +24.4% | -32.9% | +57.3% | +24.2% |
| 5Y | +26.1% | -88.5% | +114.6% | +9.6% |
| All | +102.3% | -81.8% | +184.1% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling